This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
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Activity Number:
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191
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Type:
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Contributed
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Date/Time:
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Monday, August 2, 2010 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Survey Research Methods
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| Abstract - #307438 |
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Title:
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Time Series Analyses of Price Indices
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Author(s):
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MoonJung Cho*+ and John L. Eltinge and Patrick A. Bobbitt and Eungchun Cho
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Companies:
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Bureau of Labor Statistics and Bureau of Labor Statistics and Bureau of Labor Statistics and Kentucky State University
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Address:
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9676 Scotch Haven DR, Vienna, VA, 22181,
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Keywords:
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Auto-regressive moving average (ARMA) models ;
Bootstrap estimator ;
International Price Program
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Abstract:
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The International Price Program of the Bureau of Labor Statistics estimates monthly indices on the changes in import and export prices for merchandise and services. The data are collected through a complex sample of establishments using monthly reported data. Consequently, in time series analyses of IPP data, there is potential interest in the variances and autocorrelation functions of both sampling and measurement errors, as well as the underlying true price-index series. This paper presents several analytic methods that one may use to estimate the parameters of these terms.
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Authors who are presenting talks have a * after their name.
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